The Cathedral of St. Equal-to-the-Apostles Mary Magdalene, which serves as the cathedral of the Spanish-Portuguese Diocese of the Russian Orthodox Church, is located in Madrid.

In 1761, the first house church dedicated to St. Equal-to-the-Apostles Mary Magdalene was established in Madrid under the Russian envoy Pyotr Repnin. This church changed its location several times along with the embassy. In 1882, it was closed due to budget cuts, and the iconostasis and church utensils were moved to Buenos Aires.

In 2002, a parish of the Moscow Patriarchate was established in Madrid in honor of the Nativity of Christ, which rented premises of a former furniture workshop.

For a long time, the construction of a permanent church was discussed, but significant progress was made in March 2009 after the visit of Russian President Dmitry Medvedev to Spain. On March 1, 2009, his wife Svetlana Medvedeva visited the Russian parish, and the next day, Madrid's mayor Alberto Ruiz-Gallardón promised to allocate a plot of land for the construction of the Russian Orthodox Church.

The Christ-Redeemer Foundation was registered in Spain, headed by priest Andrei Kordochkin. The Board of Trustees included Archbishop Mark of Yegoryevsk (Golovkov) and Maria Vladimirovna Romanova, who resides in Madrid.

On July 9, 2010, thanks to the efforts of the Russian Embassy in Madrid and personally Ambassador Alexander Kuznetsov, an agreement was signed to allocate land for the construction of the church. The plot of 756 m² is located in a prestigious area, near the Pinar del Rey metro station. The church project was developed by Moscow architect A. R. Vorontsov and Spanish architect Jesus San Vicente.

On October 5, 2011, a construction permit was obtained, and the consecration of the cornerstone was planned for early December 2011 as part of the closing of the Year of Russia in Spain.

On December 6, 2011, Archbishop Mark of Yegoryevsk (Golovkov) and Bishop Nestor of Korsun (Sirotenko), in the presence of Svetlana Medvedeva, consecrated the cornerstone of the future church.

The building is constructed in the neo-Russian style with five gilded domes, symbolizing Christ and the four Evangelists. The complex also includes a residence and a cultural center called the 'Russian House.'

On May 19, 2013, during the week of the holy myrrh-bearing women, Bishop Nestor of Korsun (Sirotenko) conducted a minor consecration and the first archpastoral Liturgy. The parishioners of the church include Russians, Ukrainians, Georgians, Moldovans, and Spaniards living in Madrid.

In September 2014, the Russian Embassy in Spain and the Church of St. Equal-to-the-Apostles Mary Magdalene collected about 700 kilograms of clothing for refugees arriving in Russia due to the conflict in eastern Ukraine.

On January 18, 2019, Archbishop Nestor signed a decree granting the Church of St. Equal-to-the-Apostles Mary Magdalene the status of a cathedral of the diocese.